• Title/Summary/Keyword: Finite difference scheme

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A FINITE DIFFERENCE APPROXIMATION OF A SINGULAR BOUNDARY VALUE PROBLEM

  • Lee, H.Y.;Ohm, M.R.;Shin, J.Y.
    • Bulletin of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.473-484
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    • 1998
  • We consider a finite difference approximation to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is proved that the rate of convergence is $O(h^2)$. To obtain the solution of the finite difference equation, an iterative scheme converging monotonically to the solution of the finite difference equation is introduced. And the numerical experiment of this method is given.

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A FOURTH-ORDER ACCURATE FINITE DIFFERENCE SCHEME FOR THE EXTENDED-FISHER-KOLMOGOROV EQUATION

  • Kadri, Tlili;Omrani, Khaled
    • Bulletin of the Korean Mathematical Society
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    • v.55 no.1
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    • pp.297-310
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    • 2018
  • In this paper, a nonlinear high-order difference scheme is proposed to solve the Extended-Fisher-Kolmogorov equation. The existence, uniqueness of difference solution and priori estimates are obtained. Furthermore, the convergence of the difference scheme is proved by utilizing the energy method to be of fourth-order in space and second-order in time in the discrete $L^{\infty}-norm$. Some numerical examples are given in order to validate the theoretical results.

Application of Practical Scheme for Analysis of Tsunamis - Busan New Port Area (지진해일 해석을 위한 실용적인 기법의 적용 - 부산 신항만 지역)

  • Choi, Moon-Kyu;Cho, Yong-Sik
    • 한국방재학회:학술대회논문집
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    • 2007.02a
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    • pp.395-398
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    • 2007
  • In this study, new dispersion-correction terms are added to leap-frog finite difference scheme for the linear shallow-water equations with the purpose of considering the dispersion effects of the linear Boussinesq equations for the propagation of tsunamis. The new model is applied to near Gadeok island in Pusan about The Central East Sea Tsunami in 1983 and The Hokkaldo Nansei Oki Earthquake Tsunami in 1993 one simulated in the study.

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Novel 2D FDTD Scheme with Isotropic Dispersion Characteristics

  • Koh, Il-Seuk;Kim, Hyun;Yook, Jong-Gwan
    • Proceedings of the Korea Electromagnetic Engineering Society Conference
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    • 2005.11a
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    • pp.183-186
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    • 2005
  • A two dimensional (2-D) finite-difference time-domain (FDTD) method based on a novel finite difference scheme is developed to eliminate the numerical dispersion errors. In this paper, numerical dispersion and stability analysis of the new scheme are given, which show that the proposed method is nearly dispersionless, and stable for a larger time step than the standard FDTD method.

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ON A CERTAIN FINITE DIFFERENCE SCHEME FOR A MODEL FOR DIFFUSION OF BIOLOGICAL POPULATIONS

  • Asghar, Kerayechian
    • Journal of applied mathematics & informatics
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    • v.6 no.2
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    • pp.455-466
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    • 1999
  • In this note we present a numerical scheme for finding an approxximate solution of an equation which can be viewed as a model for spatial diffusion of age-depednent biological populations. Discretization of the model yields a linear system with a block tridi-agonal matrix. Our main concern will be discussion of stability for this scheme by examining the eigenvalues of the block tridiagonal matrix. Numerical results are presented.

On the Suitability of Centered and Upwind-Biased Compact Difference Schemes for Large Eddy Simulations (III) - Dynamic Error Analysis - (LES에서 중심 및 상류 컴팩트 차분기법의 적합성에 관하여 (III) -동적 오차 해석 -)

  • Park, No-Ma;Yoo, Jung-Yul;Choi, Hae-Cheon
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.27 no.7
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    • pp.995-1006
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    • 2003
  • The suitability of high-order accurate, centered and upwind-biased compact difference schemes for large eddy simulation is evaluated by a dynamic analysis. Large eddy simulation of isotropic turbulence is performed with various dissipative and non-dissipative schemes to investigate the effect of numerical dissipation on the resolved solutions. It is shown by the present dynamic analysis that upwind schemes reduce the aliasing error and increase the finite differencing error. The existence of optimal upwind scheme that minimizes total numerical error is verified. It is also shown that the finite differencing error from numerical dissipation is the leading source of numerical errors by upwind schemes. Simulations of a turbulent channel flow are conducted to show the existence of the optimal upwind scheme.

THE CONVERGENCE OF FINITE DIFFERENCE APPROXIMATIONS FOR SINGULAR TWO-POINT BOUNDARY VALUE PROBLEMS

  • Lee, H.Y.;Seong, J.M.;Shin, J.Y.
    • Journal of the Korean Mathematical Society
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    • v.36 no.2
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    • pp.299-316
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    • 1999
  • We consider two finite difference approxiamations to a singular boundary value problem arising in the study of a nonlinear circular membrane under normal pressure. It is shown that the rates of convergence are O(h) and O($h^2$), respectively. An iterative scheme is introduced which converges to the solution of the finite difference equations. Finally the numerical experiments are given

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A Generalized Finite Difference Method for Solving Fokker-Planck-Kolmogorov Equations

  • Zhao, Li;Yun, Gun Jin
    • International Journal of Aeronautical and Space Sciences
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    • v.18 no.4
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    • pp.816-826
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    • 2017
  • In this paper, a generalized discretization scheme is proposed that can derive general-order finite difference equations representing the joint probability density function of dynamic response of stochastic systems. The various order of finite difference equations are applied to solutions of the Fokker-Planck-Kolmogorov (FPK) equation. The finite difference equations derived by the proposed method can greatly increase accuracy even at the tail parts of the probability density function, giving accurate reliability estimations. Compared with exact solutions and finite element solutions, the generalized finite difference method showed increasing accuracy as the order increases. With the proposed method, it is allowed to use different orders and types (i.e. forward, central or backward) of discretization in the finite difference method to solve FPK and other partial differential equations in various engineering fields having requirements of accuracy or specific boundary conditions.

Discontinuous Grids and Time-Step Finite-Difference Method for Simulation of Seismic Wave Propagation (지진파 전파 모의를 위한 불균등 격자 및 시간간격 유한차분법)

  • 강태섭;박창업
    • Proceedings of the Earthquake Engineering Society of Korea Conference
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    • 2003.03a
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    • pp.50-58
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    • 2003
  • We have developed a locally variable time-step scheme matching with discontinuous grids in the flute-difference method for the efficient simulation of seismic wave propagation. The first-order velocity-stress formulations are used to obtain the spatial derivatives using finite-difference operators on a staggered grid. A three-times coarser grid in the high-velocity region compared with the grid in the low-velocity region is used to avoid spatial oversampling. Temporal steps corresponding to the spatial sampling ratio between both regions are determined based on proper stability criteria. The wavefield in the margin of the region with smaller time-step are linearly interpolated in time using the values calculated in the region with larger one. The accuracy of the proposed scheme is tested through comparisons with analytic solutions and conventional finite-difference scheme with constant grid spacing and time step. The use of the locally variable time-step scheme with discontinuous grids results in remarkable saving of the computation time and memory requirement with dependency of the efficiency on the simulation model. This implies that ground motion for a realistic velocity structures including near-surface sediments can be modeled to high frequency (several Hz) without requiring severe computer memory

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Optimum Design of the Process Parameter in Sheet Metal Forming with Design Sensitivity Analysis using the Direct Differentiation Approach (I) -Design Sensitivity Analysis- (직접미분 설계민감도 해석을 이용한 박판금속성형 공정변수 최적화 (I) -설계민감도 해석 -)

  • Kim, Se-Ho;Huh, Hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.26 no.11
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    • pp.2245-2252
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    • 2002
  • Design sensitivity analysis scheme is proposed in an elasto -plastic finite element method with explicit time integration using a direct differentiation method. The direct differentiation is concerned with large deformation, the elasto-plastic constitutive relation, shell elements with reduced integration and the contact scheme. The design sensitivities with respect to the process parameter are calculated with the direct analytical differentiation of the governing equation. The sensitivity results obtained from the present theory are compared with that obtained by the finite difference method in a class of sheet metal forming problems such as hemi-spherical stretching and cylindrical cup deep-drawing. The result shows good agreement with the finite difference method and demonstrates that the preposed sensitivity calculation scheme is a pplicable in the complicated sheet metal forming analysis and design.